Reiss and Thomas' automatic selection of the number of extremes (Q957044): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: M. Isabel Fraga Alves / rank
Normal rank
 
Property / author
 
Property / author: M. Isabel Fraga Alves / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2003.11.011 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1967070567 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail index estimation and an exponential regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression with response distributions of Pareto-type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4365234 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using a bootstrap method to choose the sample fraction in tail index estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail estimates motivated by extreme value theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of the extreme-value index and large quantile estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal choice of sample fraction in extreme-value estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A moment estimator for the index of an extreme-value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bootstrap-based method to achieve optimality in estimating the extreme-value index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selecting the optimal sample fraction in univariate extreme value estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: How to make a Hill plot. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A location invariant Hill-type estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3681644 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of tail index estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4342744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotic normality of Hill's estimator for the exponent of regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3670359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Laws of large numbers for sums of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate distributions of order statistics. With applications to nonparametric statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4345873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing the Hill Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing the moment estimator of the extreme value parameter / rank
 
Normal rank

Revision as of 20:22, 28 June 2024

scientific article
Language Label Description Also known as
English
Reiss and Thomas' automatic selection of the number of extremes
scientific article

    Statements

    Reiss and Thomas' automatic selection of the number of extremes (English)
    0 references
    0 references
    0 references
    26 November 2008
    0 references
    generalized extreme value distribution
    0 references
    generalized Pareto distribution
    0 references
    semiparametric estimation
    0 references
    mean squared error
    0 references
    regular variation
    0 references
    simulation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers